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The great moderation in historical perspective : is it that great?

Gadea, María Dolores; Gómez-Loscos, Ana; … - 2015

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Medium-term macroeconomic volatility and economic development : a new technique

Tang, Sam Hak Kan - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1231-1249

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Shifts in volatility driven by large stock market shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147

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Structural change and output volatility reduction in OECD countries : evidence of the Second Great Moderation

Duran, Hasan Engin - In: Journal of economic structures : JES; the official … 8 (2019) 38, pp. 1-14

moderation of output volatility compared to the well-known break during the mid-1980s. The period of analysis runs from 1962Q2 to … unconditional volatility and procedures of structural break detection (Inclan–Tiao test and autoregressive conditional …

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Crude oil and agricultural futures : an analysis of correlation dynamics

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Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles

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Hot money and business cycle volatility : evidence from selected ASEAN countries

Yang, Lu; Hamori, Shigeyuki - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 351-363

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Hot money and business cycle volatility : evidence from China

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Idiosyncratic volatility and global equity markets

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Business cycle volatility and globalization : a survey

Buch, Claudia M. - 2002

, one potentially adverse effect of globalization is the possibility that business cycle volatility might increase. Rapid … to unstable international capital flows. At the same time, business cycle volatility in OECD countries seems to have been …

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